+174.9%
NVS vs NTRS
+259.9%
-85.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | -14.3% | +1.4% | -15.6% | -14.5% |
| 30D | -10.0% | -0.7% | -9.3% | -9.9% |
| 3M | -10.9% | +11.3% | -22.2% | -12.9% |
| 6M | -12.0% | +35.5% | -47.5% | -17.3% |
| YTD | +2.5% | +40.6% | -38.1% | -4.7% |
| 1Y | +10.7% | +49.2% | -38.5% | +1.5% |
| 3Y | +53.3% | +167.2% | -113.9% | +22.2% |
| 5Y | +93.6% | +94.9% | -1.3% | +62.7% |
| All | +174.9% | +259.9% | -85.1% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling